Flags, corpses, skulls, slaves... All of those work. If you want something more creative than simply numbered flags what you can do is simply use several items per marker; for example, objective 4 has 4 slaves on it, objective two has two trophy racks, etc. Bits you can use are the classic slave girls from GW, the wounded space marine models, wounded IG models, or convert your own corpses from whatever you have. One idea I have been toying with is using the cage from the giant kit and put a tau firewarrior inside.